1. Read: a) Hidden Markov model https://en.wikipedia.org/wiki/Hidden_Markov_model b) Viterbi_algorithm Given the model parameters and observed data, estimate the optimal sequence of hidden states. https://en.wikipedia.org/wiki/Viterbi_algorithm c) Baum–Welch algorithm Given just the observed data, estimate the model parameters. https://en.wikipedia.org/wiki/Baum%E2%80%93Welch_algorithm d) Forward–backward algorithm Given the model parameters and observed data, calculate the likelihood of the data. https://en.wikipedia.org/wiki/Forward%E2%80%93backward_algorithm 2) R programming: https://cran.r-project.org/web/packages/HMM/HMM.pdf https://cran.r-project.org/web/packages/depmixS4/vignettes/depmixS4.pdf https://cran.r-project.org/web/packages/aphid/vignettes/aphid-vignette.html 3)Examples: - based on stock data, but well explained (shows how to use R depmixS4 package) https://www.quantstart.com/articles/hidden-markov-models-for-regime-detection-using-r - Python based CG-island detection example https://github.com/jmschrei/pomegranate/blob/master/tutorials/Tutorial_3_Hidden_Markov_Models.ipynb 4) Do exercises in Lab9.html and Lab9.Rmd 5) Repeat/homework a) go to https://www.gutenberg.org/ and download "On the Origin of Species" by Charles Darwin b) repeat the correction exercise, but this time with English text (https://en.wikipedia.org/wiki/English_phonology): - download the whole book - make training set from k-1 chapters - use previously not used chapter for making the darwin.chapterX.txt and mutdarwin.chapterX.txt (introduce errors using 'mutate' function)